Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based portfolio that rides tech uptrends with 3× ETFs, but quickly cuts risk or hedges when signals look overheated or weak. Adds volatility hedges, Treasuries, commodities, and managed‑futures (DBMF, KMLM) for diversification.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
26 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 26 shown.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.4% of weight in (IVV: 3.0%)
19 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 1.1% (PDBC 1% × 0.48, DBC 1% × 0.37, KMLM 1% × 0.16), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 93% · 2026-10-19 ()
46.7% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
43 of 116 funds in its are : BIS, BZQ, CURE, DUG, DUST, EEV, ERX, EUO, KOLD, MVV, PSQ, QLD, SCO, SDP, SH, SIJ, SMN, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRS, SSG, SVXY, SZK, TBT, TECL, TECS, TMF, TMV, TNA, TQQQ, TWM, UCO, UDOW, UGL, UPRO, USD, UVIX, UVXY, YCS
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Each day the rules check big trends (stock index and bond ETFs vs long‑term averages) and short‑term “heat” (RSI is a hot/cold speedometer). If risk‑on, it buys fast movers like tech/semis using 3× ETFs (TQQQ, SOXL, TECL, UPRO). If risk‑off or overheated, it shifts to hedges/shorts (SQQQ, SPXS), volatility funds (UVXY/UVIX), or Treasuries (TMF). A small core holds SCHD+SCHG and managed‑futures (DBMF, KMLM). Main sectors: tech/semis, with rotations into energy, commodities, healthcare, and bonds.
Daily, rules‑based portfolio that rides tech uptrends with 3× ETFs, but quickly cuts risk or hedges when signals look overheated or weak. Adds volatility hedges, Treasuries, commodities, and managed‑futures (DBMF, KMLM) for diversification.
Out-of-sample, this strategy targets near-SPY returns (23.58% vs 23.96%) with a solid risk-adjusted edge (Calmar ~1.26) from volatility hedges and managed futures. Drawdowns are higher, but it offers diversification beyond the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $205k | 2026-10-19 | |
| Backtest regulatory fees | $1,077 | 2026-10-19 | |
| Backtest slippage cost | $8,202 | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, managed futures, mean reversion, sector rotation, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5,398 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BIS", "BIZD", "BSV", "BTAL", "BZQ", "COST", "CURE", "CWB", "DBA", "DBB", "DBC", "DBMF", "DIA", "DUG", "DUST", "DXJ", "EEM", "EEV", "EFA", "EPI", "ERX", "EUO", "EWJ", "EWZ", "GDX", "GDXJ", "GLD", "IAI", "IEF", "IGV", "IHF", "IHI", "INDA", "ITB", "IYT", "JNK", "KBWD", "KCE", "KIE", "KMLM", "KOLD", "MOO", "MTUM", "MVV", "PDBC", "PHO", "PSI", "PSQ", "PUI", "QLD", "QQQ", "REM", "SCHD", "SCHG", "SCO", "SDP", "SH", "SHY", "SIJ", "SMH", "SMN", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRS", "SSG", "SVXY", "SZK", "TBT", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TWM", "UCO", "UDOW", "UGL", "UNH", "UNL", "UPRO", "USD", "USDU", "USL", "USO", "UUP", "UVIX", "UVXY", "VEGI", "VIXM", "VIXY", "VNQ", "VTI", "XBI", "XHB", "XLB", "XLE", "XLI", "XLP", "XLU", "XLV", "XLY", "XME", "XOP", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.15 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,142 | 2026-10-19 | |
| Out-of-sample length | 393 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 94.65% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1951% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.54% | ||
| Return, trailing 1 day (out-of-sample) | -1.70% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.36% | ||
| Return, trailing 1 week (out-of-sample) | -2.90% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -1.40% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.34% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.17% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 16.24% | ||
| SPY annualized return over the backtest window (backtest) | 13.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.66 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Maximum drawdown, backtest period (backtest) | -20.33% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.79% | ||
| Sharpe ratio, backtest period (backtest) | 2.64 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Sortino ratio, backtest period (backtest) | 4.92 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.58% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.69% |
| Annualized turnover, backtest period (backtest) | 76.51 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 80.02 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.76% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.71% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
